Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49614.15 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45552.94 Kr¶

PnL: ---------------------------------------> 496.94 Kr¶

DD now: ---------------------------------> -6.6 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:33:48.957777'

Anic Portfolio¶

Today¶

Return: 1.516 %¶

This Week¶

Return: 0.631 %¶

Total portfolio value¶

Return including deposits: 62.424 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.770000 1673.640000 204.640000 13.930000 1468.999998
Sedana Medical 93 4.780000 2691.420000 170.420000 6.760000 2521.000011
Orrön Energy 180 4.990000 2159.100000 116.100000 5.680000 2043.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
Atrium Ljungberg B 5 4.200000 992.500000 57.500000 6.150000 935.000000
JM 6 3.960000 912.600000 48.600000 5.630000 864.000000
Catena 2 4.330000 838.000000 46.000000 5.810000 792.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
Hexatronic Group 12 3.870000 1005.600000 38.600000 3.990000 966.999996
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 1.540000 948.800000 18.800000 2.020000 930.000000
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Biotage 7 1.110000 953.400000 12.400000 1.320000 940.999997
VEF 909 2.400000 1861.630000 11.630000 0.630000 1850.000436
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
Byggmax Group 33 1.250000 964.920000 8.920000 0.930000 956.000001
OX2 13 1.590000 955.500000 5.500000 0.580000 949.999999
EQT 4 1.010000 836.400000 4.400000 0.530000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 0.000000 775.800000 -3.200000 -0.410000 779.000001
Alimak Group 11 0.360000 920.700000 -7.300000 -0.790000 927.999996
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Addnode Group B 11 0.060000 902.000000 -19.000000 -2.060000 921.000003
SKF B 5 -1.580000 917.250000 -22.750000 -2.420000 940.000000
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Indutrade 5 1.980000 1184.000000 -34.000000 -2.790000 1218.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Hexagon B 26 0.840000 3419.000000 -42.000000 -1.210000 3461.000010
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.150000 1384.190000 -74.810000 -5.130000 1458.999989
TOTAL 45558.900000 502.900000 -6.58926% 45056.000411

Updated:¶

'2023-07-04 15:32:04.422972'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶